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Report NEP-MST-2024-11-04
This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-MST
The following items were announced in this report:
- Konark Jain & Jean-Franc{c}ois Muzy & Jonathan Kochems & Emmanuel Bacry, 2024. "No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books," Papers 2410.08744, arXiv.org, revised Nov 2024.
- Cong Zhou, 2024. "The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach," Papers 2409.16589, arXiv.org.
- Xing Huang & Philippe Jorion & Jeongmin Lee & Christopher Schwarz, 2024. "Who is Minding the Store? Order Routing and Competition in Retail Trade Execution," Finance and Economics Discussion Series 2024-080, Board of Governors of the Federal Reserve System (U.S.).
- Franz Ostrizek & Elia Sartori, 2024. "The Noise is in The Mind: Existence of Trading Equilibria with Transparent Prices," CSEF Working Papers 730, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.